@article{50719,
  abstract     = {{We propose an indicator for detecting anomalous stock market valuation in real time such that market participants receive timely signals so as to be able to take stabilizing action. Unlike existing approaches, our anomaly indicator introduces three methodological novelties. First, we use an endogenous, purely data-driven, nonparametric trend identification method to separate long-term market movements from more short-term ones. Second, we apply SETAR models that allow for asymmetric expansions and contractions around the long-term trend and find systematic stock price cycles. Third, we implement these findings in our indicator and conduct real-time market forecasts, which have so far been neglected in the literature. Applications of our indicator using monthly S&P 500 stock data from 1970 to the end of 2022 show that short-term anomalous market movements can be identified in real time up to one year ahead. We predict all major anomalies, including the 1987 Bubble and the initial phase of the Financial Crisis that began in 2007. In total, our anomaly indicator identifies more than 80% of all – even minor – anomalous episodes. Thus, smoothing market exaggerations through early signaling seems possible.}},
  author       = {{Fritz, Marlon and Gries, Thomas and Wiechers, Lukas}},
  issn         = {{1469-7688}},
  journal      = {{Quantitative Finance}},
  keywords     = {{General Economics, Econometrics and Finance, Finance}},
  pages        = {{1--14}},
  publisher    = {{Informa UK Limited}},
  title        = {{{An early indicator for anomalous stock market performance}}},
  doi          = {{10.1080/14697688.2023.2281529}},
  year         = {{2024}},
}

@article{53329,
  author       = {{Tao, Youshan and Winkler, Michael}},
  issn         = {{1468-1218}},
  journal      = {{Nonlinear Analysis: Real World Applications}},
  keywords     = {{Applied Mathematics, Computational Mathematics, General Economics, Econometrics and Finance, General Engineering, General Medicine, Analysis}},
  publisher    = {{Elsevier BV}},
  title        = {{{Analysis of a chemotaxis-SIS epidemic model with unbounded infection force}}},
  doi          = {{10.1016/j.nonrwa.2022.103820}},
  volume       = {{71}},
  year         = {{2023}},
}

@article{41929,
  abstract     = {{<jats:title>Abstract</jats:title><jats:p>The advent of social media and its commodification have created a never-ending feedback loop between businesses and their customers. In this context, constant negative Word-of-Mouth (NWOM) may jeopardize a corporate image and cause defensiveness in corporate communication. This paper presents a case study of several customer service accounts of the railway company Deutsche Bahn on Twitter to investigate the management and control of constant NWOM and the impact of accountability strategies on customers’ perception of the firm. To this end, a sample of 36,757 Twitter postings was drawn and analyzed by means of sentiment and content analysis techniques. The findings suggest that the perceived accountability towards the firm declined in case of an attitude shift towards the user. In contrast, the firm was being held accountable more insistently after expressed defensiveness, regardless of the firm’s actual accountableness. With this paper, we introduce the notion of accountability management and an accompanying theoretical framework to the literature. This provides a novel perspective on constant NWOM countermeasures for organizations that are part of ‘toxic’ industries or face unrightfully claimed accusations, i.e., when being held accountable for outer circumstances beyond their control.</jats:p>}},
  author       = {{Mirbabaie, Milad and Stieglitz, Stefan and Marx, Julian}},
  issn         = {{2366-6153}},
  journal      = {{Schmalenbach Journal of Business Research}},
  keywords     = {{Management of Technology and Innovation, General Economics, Econometrics and Finance, General Business, Management and Accounting}},
  publisher    = {{Springer Science and Business Media LLC}},
  title        = {{{Negative Word of Mouth On Social Media: A Case Study of Deutsche Bahn’s Accountability Management}}},
  doi          = {{10.1007/s41471-022-00152-w}},
  year         = {{2023}},
}

@article{43105,
  author       = {{Black, Tobias and Fuest, Mario and Lankeit, Johannes and Mizukami, Masaaki}},
  issn         = {{1468-1218}},
  journal      = {{Nonlinear Analysis: Real World Applications}},
  keywords     = {{Applied Mathematics, Computational Mathematics, General Economics, Econometrics and Finance, General Engineering, General Medicine, Analysis}},
  publisher    = {{Elsevier BV}},
  title        = {{{Possible points of blow-up in chemotaxis systems with spatially heterogeneous logistic source}}},
  doi          = {{10.1016/j.nonrwa.2023.103868}},
  volume       = {{73}},
  year         = {{2023}},
}

@article{33665,
  author       = {{Fritz, Marlon}},
  issn         = {{2110-7017}},
  journal      = {{International Economics}},
  keywords     = {{General Economics, Econometrics and Finance, General Business, Management and Accounting}},
  pages        = {{157--167}},
  publisher    = {{Elsevier BV}},
  title        = {{{Improved output gap estimates and forecasts using a local linear regression}}},
  doi          = {{10.1016/j.inteco.2022.09.007}},
  volume       = {{172}},
  year         = {{2022}},
}

@article{39362,
  abstract     = {{<jats:title>Abstract</jats:title><jats:p>This article presents an overview of characteristics of Citizen Social Science (CSS) in Germany. CSS is defined as scientific research in the humanities and social sciences, carried out in cooperation between professional and non-professional researchers. The study draws on an online survey and semi-structured interviews with project coordinators and co-researchers. It finds that participatory research activities in the humanities and social sciences are very diverse in their disciplinary traditions and organisational settings. Key features of CSS activities initiated inside as well as outside academic institutions are analysed to understand patterns of participation and cooperation. The results show that CSS activities are frequently realised in heterogeneous consortia of academic and non-academic partners. These consortia influence interactions between professional and non-professional researchers. To investigate these observations further, the article extends the analytical gaze from participation of individual volunteers to various forms of cooperation in consortia. This shift in attention brings to sight additional actors and activities that are usually not, or only marginally, considered in discussions about C(S)S. Staff of civil society organisations, municipalities, schools or cross-sectoral initiatives as well as university students are involved in making CSS work. In addition to research tasks, CSS rests on science communication, project management and intermediation activities. This extended perspective captures more diverse constellations of knowledge production in participatory research in the social sciences and humanities than the common focus on participation. In this way, the article aims to lay the groundwork for understanding the functioning of CSS beyond aspects described by the concept of invited and uninvited participation. It shows that CSS activities are not limited to capacitating lay people for participation in science. A more adequate description is that such projects are concerned with facilitating cooperation with co-researchers and other partners in consortia inside and outside of academia. On this basis, the article introduces the notion of cooperation capacity as a heuristic device to propose new prompts for research on CSS as well as for supporting CSS practice.</jats:p>}},
  author       = {{Göbel, Claudia and Mauermeister, Sylvi and Henke, Justus}},
  issn         = {{2662-9992}},
  journal      = {{Humanities and Social Sciences Communications}},
  keywords     = {{General Economics, Econometrics and Finance, General Psychology, General Social Sciences, General Arts and Humanities, General Business, Management and Accounting}},
  number       = {{1}},
  publisher    = {{Springer Science and Business Media LLC}},
  title        = {{{Citizen Social Science in Germany—cooperation beyond invited and uninvited participation}}},
  doi          = {{10.1057/s41599-022-01198-1}},
  volume       = {{9}},
  year         = {{2022}},
}

@article{34661,
  author       = {{Black, Tobias}},
  issn         = {{1468-1218}},
  journal      = {{Nonlinear Analysis: Real World Applications}},
  keywords     = {{Applied Mathematics, Computational Mathematics, General Economics, Econometrics and Finance, General Engineering, General Medicine, Analysis}},
  pages        = {{593--609}},
  publisher    = {{Elsevier BV}},
  title        = {{{Sublinear signal production in a two-dimensional Keller–Segel–Stokes system}}},
  doi          = {{10.1016/j.nonrwa.2016.03.008}},
  volume       = {{31}},
  year         = {{2016}},
}

